Unit 4 Chapter 14 From Randomness to Probability

Dealing with Random Phenomena n A random phenomenon is a situation in which we know what outcomes could happen, but we don’t know which particular outcome did or will happen. n Leaving your house at the same time every morning and stopping at the same stop light that is governed by a timer-same time every day. Why don’t you consistently get a red, yellow, or green light? Copyright © 2010 Pearson Education, Inc.

Dealing with Random Phenomena n n In general, each occasion upon which we observe a random phenomenon is called a trial. At each trial, we note the value of the random phenomenon, and call it an outcome. When we combine outcomes, the resulting combination is an event. The collection of all possible outcomes is called the sample space. n The sample space of approaching a traffic light: s = {red, green, yellow} Copyright © 2010 Pearson Education, Inc.

The Law of Large Numbers First a definition. . . n When thinking about what happens with combinations of outcomes, things are simplified if the individual trials are independent. Roughly speaking, this means that the outcome of one trial doesn’t influence or change the outcome of another. n For example, coin flips are independent. n Copyright © 2010 Pearson Education, Inc.

The Law of Large Numbers (cont. ) n n n The Law of Large Numbers (LLN) says that the long-run relative frequency of repeated independent events gets closer and closer to a single value. We call the single value the probability of the event. Because this definition is based on repeatedly observing the event’s outcome, this definition of probability is often called empirical probability (experimental probability). Copyright © 2010 Pearson Education, Inc.

The Nonexistent Law of Averages n n n The LLN says nothing about short-run behavior. Relative frequencies even out only in the long run, and this long run is really long (infinitely long, in fact). The so called Law of Averages (that an outcome of a random event that hasn’t occurred in many trials is “due” to occur) doesn’t exist at all. Copyright © 2010 Pearson Education, Inc.

Modeling Probability n When probability was first studied, a group of French mathematicians looked at games of chance in which all the possible outcomes were equally likely. They developed mathematical models of theoretical probability. n n n It’s equally likely to get any one of six outcomes from the roll of a fair die. It’s equally likely to get heads or tails from the toss of a fair coin. However, keep in mind that events are not always equally likely. n A skilled basketball player has a better than 50 -50 chance of making a free throw. Copyright © 2010 Pearson Education, Inc.

Modeling Probability (cont. ) n The probability of an event is the number of outcomes in the event divided by the total number of possible outcomes. P(A) = n # of outcomes in A # of possible outcomes Sample space – the set of all possible outcomes n The sample space of flipping two coins: n S = {HH, HT, TH, TT} Copyright © 2010 Pearson Education, Inc.

Personal Probability n n In everyday speech, when we express a degree of uncertainty without basing it on long-run relative frequencies or mathematical models, we are stating subjective or personal probabilities. Personal probabilities don’t display the kind of consistency that we will need probabilities to have, so we’ll stick with formally defined probabilities. Copyright © 2010 Pearson Education, Inc.

The First Three Rules of Working with Probability n We are dealing with probabilities

The First Three Rules of Working with Probability (cont. ) n n The most common kind of picture to make is called a Venn diagram. We will see Venn diagrams in practice shortly… Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules Two requirements for a probability: 1. n n A probability is a number between 0 (can’t occur) and 1 (always occurs). For any event A, 0 ≤ P(A) ≤ 1. Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules (cont. ) 2. Probability Assignment Rule: n The probability of the set of all possible outcomes of a trial must be 1. n P(S) = 1 (S represents the set of all possible outcomes. ) Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules (cont. ) 3. Complement Rule: § The set of outcomes that are not in the event A is called the complement of A, denoted AC. § The probability of an event occurring is 1 minus the probability that it doesn’t occur: P(A) = 1 – P(AC) and P(AC) = 1 – P(A) Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules (cont. ) 4. Addition Rule: n Events that have no outcomes in common (and, thus, cannot occur together) are called disjoint (or mutually exclusive). Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules (cont. ) 4. Addition Rule (cont. ): n For two disjoint events A and B, the probability that one or the other occurs is the sum of the probabilities of the two events. n P(A B) = P(A) + P(B), provided that A and B are disjoint. Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules (cont. ) 5. Multiplication Rule: n For two independent events A and B, the probability that both A and B occur is the product of the probabilities of the two events. n P(A B) = P(A) P(B), provided that A and B are independent. Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules (cont. ) 5. Multiplication Rule (cont. ): n Two independent events A and B are not disjoint, provided the two events have probabilities greater than zero: Example: I take a survey and ask people to state their source of exercise: n n n Running Dancing Yoga Sports games, etc. People can be in more than one category, so the probabilities would be greater than 1. Copyright © 2010 Pearson Education, Inc.

Formal Probability Rules (cont. ) 5. Multiplication Rule: n Many Statistics methods require an Independence Assumption, but assuming independence doesn’t make it true. n Always Think about whether that assumption is reasonable before using the Multiplication Rule. Copyright © 2010 Pearson Education, Inc.

Formal Probability - Notation alert: n In this text we use the notation P(A B) and P(A B). n In other situations, you might see the following: n n P(A or B) instead of P(A B) P(A and B) instead of P(A B) Copyright © 2010 Pearson Education, Inc.

Putting the Rules to Work n n In most situations where we want to find a probability, we’ll use the rules in combination. A good thing to remember is that it can be easier to work with the complement of the event we’re really interested in. Copyright © 2010 Pearson Education, Inc.

Examples: 1. Let’s say Ms. Halliday wears a black skirt 78% of the time. If P(black) = 0. 78, what is the probability that she doesn’t wear a black skirt? P(not black) Copyright © 2010 Pearson Education, Inc.

Examples: 2. We know the probability of Ms. Halliday wearing a black skirt – P(black) =. 78. Suppose the probability that she will wear a red skirt P(red) is. 04. What is the probability that she will wear any other color skirt (suppose she wears a skirt every day of the school year). P(black U red) = P(not (black U red)) = 1 – P(black U red) Copyright © 2010 Pearson Education, Inc.

Examples: We know the probability of Ms. Halliday wearing a black skirt – P(black) =. 78, the probability that she will wear a red skirt P(red) is. 04, and the probability that she will wear any other color skirt is. 18. 3. n What is the probability that she will wear a black skirt both Monday and Tuesday? n n P(black Mon ∩ black Tues) = What is the probability that she doesn’t wear a black skirt until Wednesday? n P(not black Mon ∩ not black Tues ∩ black Wednesday) = Copyright © 2010 Pearson Education, Inc.

Examples: We know the probability of Ms. Halliday wearing a black skirt P(black) =. 78, the probability that she will wear a red skirt P(red) is. 04, and the probability that she will wear any other color skirt is. 18. 3. n What is the probability that you’ll see her in a black skirt at least once during the week? P(black skirt at least once during the week) = 1 – P(not black ∩ not black) n Note: At least is the complement of not happening at all. Copyright © 2010 Pearson Education, Inc.

More Practice – On Your Own n Opinion organizations contact their respondents by telephone. Random phone numbers are generated and interviewers try to contact those households. In the 1900 s this method could reach about 69% of US households. According to the Pew Research Center for People & Press, by 2003 the contact rate had risen 76%. We can reasonably assume each household’s response to be independent of the others. What’s the probability that… n the interviewer successfully contacts the next household on her list? n the interviewer successfully contacts both of the next two households? n the first successful contact is the third household on the list? n the interviewer makes at least one successful contact among the next five households on the list? Copyright © 2010 Pearson Education, Inc.

What Can Go Wrong? n n Beware of probabilities that don’t add up to 1. n To be a legitimate probability distribution, the sum of the probabilities for all possible outcomes must total 1. Don’t add probabilities of events if they’re not disjoint. n Events must be disjoint to use the Addition Rule. Copyright © 2010 Pearson Education, Inc.

What Can Go Wrong? (cont. ) n n Don’t multiply probabilities of events if they’re not independent. n The multiplication of probabilities of events that are not independent is one of the most common errors people make in dealing with probabilities. Don’t confuse disjoint and independent— disjoint events can’t be independent. Copyright © 2010 Pearson Education, Inc.

What have we learned? n n Probability is based on long-run relative frequencies. The Law of Large Numbers speaks only of longrun behavior. n Watch out for misinterpreting the LLN. Copyright © 2010 Pearson Education, Inc.

What have we learned? (cont. ) n There are some basic rules for combining probabilities of outcomes to find probabilities of more complex events. We have the: n n Probability Assignment Rule Complement Rule Addition Rule for disjoint events Multiplication Rule for independent events Copyright © 2010 Pearson Education, Inc.

Chapter 14 Assignments: pp. 338 – 341 n n Day 1: # 1, 4, 6, 9, 13, 16, 19, 21, 25, 27, 29 a, 29 b, 30, 33, 35, 38 Day 2: #10, 14, 17, 18, 20, 22, 26, 28, 31, 32, 34, 36, 42, 43 Copyright © 2010 Pearson Education, Inc.